A monte carlo comparison of regression trimmed means |
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| Authors: | PJ Do Jongh T De Wet |
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| Institution: | Institute for Maritime Technology , P O Box 18, Simon's Town , 7995 , South Africa |
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| Abstract: | Two proposals are made for constructing adaptive estimators of the parameters in a linear regression model. These estimators are based on regression trimmed means and use an idea of Jaeckel (1971) Ann Math Statist 42, 1540-1552] and the bootstrap respectively. These adaptive trimmed means as well as some nonadaptive trimmed means are studied by Monte Carlo. A one-step biweight is also included for comparison purposes. |
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| Keywords: | trimmed means regression adaptive bootstrap monte Carlo robustness biweight |
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